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Published stock recommendations as institutional investor sentiment in the near-term stock market
Singer, Nico; Dreher, Frank; Laser, Saskia - 2012 - This version: April 11, 2012
This paper investigates the role of published stock recommendations in print and online media as investor sentiment in the near-term German stock market. In line with extant literature on other sentiment measures, vector autoregressions reveal that past stock returns drive today's sentiment, but...
Persistent link: https://www.econbiz.de/10009376117
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The Impact of Abnormal News Sentiment on Financial Markets
Yang, Steve Y. - 2015
sentiment methods outperforms the buy-and-hold strategy through back-testing over the same time period …
Persistent link: https://www.econbiz.de/10013024019
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Informativeness of the market news sentiment in the Taiwan stock market
Wei, Yu-Chen; Lu, Yang-cheng; Chen, Jen-Nan; Hsu, Yen-Ju - In: The North American journal of economics and finance : a … 39 (2017), pp. 158-181
Persistent link: https://www.econbiz.de/10011878611
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Value in the news
Gotthelf, Nina - In: Three essays on media content and financial markets, (pp. 121-179). 2017
Persistent link: https://www.econbiz.de/10011889859
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News Sentiment
Golez, Benjamin; Karapandza, Rasa; Wisser, Frederik - 2023
We introduce a novel method for training computer algorithms to measure news sentiment. Our approach leverages human-coded sentiment scores from over 200,000 newspaper articles to teach the computer to select words, word combinations, and their linear weights. In an out-of-sample test, examining...
Persistent link: https://www.econbiz.de/10014349879
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Does mood explain the monday effect?
Abu Bakar, Azizah; Siganos, Antonios; Vagenas-Nanos, … - In: Journal of forecasting 33 (2014) 6, pp. 409-418
Persistent link: https://www.econbiz.de/10010425556
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The Effects of Investor Emotions Sentiments on Crude Oil Returns : A Time and Frequency Dynamics Analysis
Maghyereh, Aktham Issa - 2019
over time and frequencies. The pleasant emotion sentiments (optimism and trust) are statistically significant and …We investigate the co-movement between oil-specific emotions sentiments and the crude oil returns over time-scales and … positively associated with crude oil returns, while unpleasant emotion sentiments (fear and anger) are negatively correlated with …
Persistent link: https://www.econbiz.de/10012894517
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Sentiment changes and the Monday effect
Kim, Karam; Ryu, Doojin - In: Finance research letters 47 (2022) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10013553688
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Analysis of the Intraday Effects of Economic Releases on the, Currency Market
Rezania, Omid; Račev, Svetlozar T.; Sun, Edward; … - 2010
empirically show that intraday volatility clusters increase as we approach the time of the releases, and decay exponentially after …
Persistent link: https://www.econbiz.de/10008654275
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Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314